statsmodels.robust.norms.Hampel.rho¶
- Hampel.rho(z)[source]¶
The robust criterion function for Hampel’s estimator
- Parameters:¶
- zarray_like
1d array
- Returns:¶
- rho
ndarray
rho(z) = z**2 / 2 for |z| <= a
rho(z) = a*|z| - 1/2.*a**2 for a < |z| <= b
rho(z) = a*(c - |z|)**2 / (c - b) / 2 for b < |z| <= c
rho(z) = a*(b + c - a) / 2 for |z| > c
- rho
Last update:
Dec 23, 2024